+38.2%
CVS vs AHR
+357.7%
-319.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.9% | -4.3% | +2.4% | -1.2% |
| 30D | -0.3% | -3.1% | +2.8% | +0.2% |
| 3M | -1.1% | +15.7% | -16.8% | -3.1% |
| 6M | +23.7% | +4.1% | +19.6% | +22.7% |
| YTD | +23.0% | +15.4% | +7.6% | +20.6% |
| 1Y | +37.2% | +28.0% | +9.2% | +32.7% |
| All | +38.2% | +357.7% | -319.5% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling